NYMEX Light Sweet Crude Oil Future December 2010
| Trading Metrics calculated at close of trading on 24-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2010 |
24-May-2010 |
Change |
Change % |
Previous Week |
| Open |
73.67 |
74.80 |
1.13 |
1.5% |
81.50 |
| High |
75.79 |
75.52 |
-0.27 |
-0.4% |
81.50 |
| Low |
73.48 |
73.96 |
0.48 |
0.7% |
73.07 |
| Close |
74.76 |
74.57 |
-0.19 |
-0.3% |
74.76 |
| Range |
2.31 |
1.56 |
-0.75 |
-32.5% |
8.43 |
| ATR |
2.52 |
2.45 |
-0.07 |
-2.7% |
0.00 |
| Volume |
82,690 |
66,757 |
-15,933 |
-19.3% |
341,351 |
|
| Daily Pivots for day following 24-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.36 |
78.53 |
75.43 |
|
| R3 |
77.80 |
76.97 |
75.00 |
|
| R2 |
76.24 |
76.24 |
74.86 |
|
| R1 |
75.41 |
75.41 |
74.71 |
75.05 |
| PP |
74.68 |
74.68 |
74.68 |
74.50 |
| S1 |
73.85 |
73.85 |
74.43 |
73.49 |
| S2 |
73.12 |
73.12 |
74.28 |
|
| S3 |
71.56 |
72.29 |
74.14 |
|
| S4 |
70.00 |
70.73 |
73.71 |
|
|
| Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.73 |
96.68 |
79.40 |
|
| R3 |
93.30 |
88.25 |
77.08 |
|
| R2 |
84.87 |
84.87 |
76.31 |
|
| R1 |
79.82 |
79.82 |
75.53 |
78.13 |
| PP |
76.44 |
76.44 |
76.44 |
75.60 |
| S1 |
71.39 |
71.39 |
73.99 |
69.70 |
| S2 |
68.01 |
68.01 |
73.21 |
|
| S3 |
59.58 |
62.96 |
72.44 |
|
| S4 |
51.15 |
54.53 |
70.12 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.15 |
|
2.618 |
79.60 |
|
1.618 |
78.04 |
|
1.000 |
77.08 |
|
0.618 |
76.48 |
|
HIGH |
75.52 |
|
0.618 |
74.92 |
|
0.500 |
74.74 |
|
0.382 |
74.56 |
|
LOW |
73.96 |
|
0.618 |
73.00 |
|
1.000 |
72.40 |
|
1.618 |
71.44 |
|
2.618 |
69.88 |
|
4.250 |
67.33 |
|
|
| Fisher Pivots for day following 24-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
74.74 |
74.96 |
| PP |
74.68 |
74.83 |
| S1 |
74.63 |
74.70 |
|